Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-09-29 12.868119 14.710417 16.709414 19.037797 21.673608 24.563140 27.969278
2024-10-06 10.170585 12.640400 15.535702 19.173401 23.614778 28.853932 35.496106
2024-10-13 9.004923 11.801524 15.244159 19.780541 25.587114 32.755726 42.262265
2024-10-20 7.789180 10.702459 14.447942 19.595903 26.465398 35.291796 47.466183
2024-10-27 6.536515 9.366077 13.146507 18.539339 26.003620 35.935302 50.112199
2024-11-03 6.021399 8.953579 13.006062 18.978882 27.514795 39.223845 56.443938
2024-11-10 5.585790 8.593847 12.882522 19.395347 28.978940 42.494911 62.918069
2024-11-17 5.041417 8.012758 12.376433 19.194107 29.507771 44.439506 67.585165
2024-11-24 4.529092 7.424893 11.799026 18.819585 29.721672 45.900052 71.587567
2024-12-01 4.178784 7.052089 11.507883 18.841317 30.509637 48.226361 76.988562
2024-12-08 3.934226 6.823040 11.414968 19.152481 31.747061 51.283483 83.663340
2024-12-15 3.672386 6.539695 11.207778 19.254550 32.642922 53.842133 89.683220
2024-12-22 3.381101 6.187324 10.869732 19.131792 33.190509 55.923766 95.145460
2024-12-29 3.174196 5.962397 10.725520 19.319395 34.258896 58.903715 102.249254
2025-01-05 3.056428 5.883281 10.819837 19.913736 36.040419 63.141877 111.666278
2025-01-12 2.825519 5.576414 10.489363 19.733450 36.461614 65.107996 117.333795
2025-01-19 2.487286 5.037956 9.700592 18.668100 35.238561 64.170802 117.907907
2025-01-26 2.391950 4.955536 9.737532 19.111119 36.748224 68.063397 127.167118
2025-02-02 2.300021 4.871221 9.762831 19.530161 38.233713 71.986106 136.686319
2025-02-09 2.137941 4.631969 9.473961 19.327647 38.539582 73.790843 142.445516
2025-02-16 1.969590 4.364909 9.110053 18.950621 38.482791 74.916523 146.996365
2025-02-23 1.859359 4.209646 8.955026 18.972504 39.192444 77.496178 154.398005
2025-03-02 1.787603 4.130233 8.946338 19.285730 40.489506 81.247206 164.218551